-69.0%
CPNG vs SM
+134.0%
-203.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -4.4% | +26.3% | -30.7% | -7.2% |
| 3M | -7.5% | +8.7% | -16.2% | -8.9% |
| 6M | -19.9% | +51.7% | -71.6% | -25.3% |
| YTD | -35.2% | +99.0% | -134.2% | -41.9% |
| 1Y | -46.8% | +34.6% | -81.4% | -49.8% |
| 3Y | -20.2% | -7.8% | -12.4% | -22.9% |
| 5Y | -48.4% | +104.8% | -153.2% | -52.1% |
| All | -69.0% | +134.0% | -203.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling